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Computing the channel capacity of a communication system affected by uncertain transition probabilities

Krzysztof Postek (krzysztofp***at***technion.ac.il)
Aharon Ben-Tal (abental***at***ie.technion.ac.il)

Abstract: We study the problem of computing the capacity of a discrete memoryless channel under uncertainty affecting the channel law matrix, and possibly with a constraint on the average cost of the input distribution. The problem has been formulated in the literature as a max-min problem. We use the robust optimization methodology to convert the max-min problem to a standard convex optimization problem. For small-sized problems, and for many types of uncertainty, such a problem can be solved in principle using interior point methods (IPM). However, for large-scale problems, IPM are not practical. Here, we suggest an O(1/T) first-order algorithm based on Nemirovski (2004) which is applied directly to the max-min problem.

Keywords: channel capacity, robust, uncertainty

Category 1: Applications -- OR and Management Sciences (Telecommunications )

Category 2: Robust Optimization

Citation:

Download: [PDF]

Entry Submitted: 06/19/2017
Entry Accepted: 06/19/2017
Entry Last Modified: 06/20/2017

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